Advanced Cycle Analysis - page 9

 
mladen:

KumoBreake

As any Fourier transform, Goertzel browser recalculates

As of Bartels test of randomness : some additional information bartel.pdf or some more here : https://www.researchgate.net/publication/230639951_The_Rank_Version_of_von_Neumann

Can Goertzel browser be applied to some other indicator?

 
KumoBreake:

i read a book by lars von thienen called decoding hidden market rythem & the idea behind the book was so close to goertzel browser(to be honest its looked like exactly the same to me but anyway) so is there any comment about this resemblance? i recommend this book if your interested in cycle analysis or how to use dominant cycle in your advantage . i can share the book here but not sure if that's allowed .

p.s:u can search for the book here http://gen.lib.rus.ec/

I don't know the book, but it would not be the first time

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After all see what John Ehlers was presenting a his latest "invention" in TASC and then see how I am using the Hilbert transform for phase accumulation and adapting since quite a few years ago :)

 
KumoBreake:

i read a book by lars von thienen called decoding hidden market rythem & the idea behind the book was so close to goertzel browser(to be honest its looked like exactly the same to me but anyway) so is there any comment about this resemblance? i recommend this book if your interested in cycle analysis or how to use dominant cycle in your advantage . i can share the book here but not sure if that's allowed .

p.s:u can search for the book here http://gen.lib.rus.ec/

Related to this?

https://www.youtube.com/watch?v=gTTzW3YxErI

 
If it is the one, it sure looks like Goertzel browser :)
 
Yes, it is it :)
 

for those of u who are intrested in cycle analysis here's a emd indicator for mt5 . fyi it uses the web browser to show the analysis

https://www.mql5.com/en/code/956

 
whisperer:

Related to this?


Repeating you post in order to make the video visible


 
KumoBreake:

i read a book by lars von thienen called decoding hidden market rythem & the idea behind the book was so close to goertzel browser(to be honest its looked like exactly the same to me but anyway) so is there any comment about this resemblance? i recommend this book if your interested in cycle analysis or how to use dominant cycle in your advantage . i can share the book here but not sure if that's allowed .

p.s:u can search for the book here http://gen.lib.rus.ec/

I like the book :) "...a fool with a tool is still a fool." (p. 7)

I also try to predict the market on most likely PA probabilities, e.g. for risk/reward calculations. But this is only in price domain. Often the price goes further (then you can stay in the market), even when R/R is 1:5 or 1:7 and sometimes I'm amazed how quick the goal is reached by a big impuls wave. Combining prediction in price and time domain would be really great. But I wasn't a friend of FT at all - too cumbersome with datas which are dynamic in frequency and time damain. I couldn't find a good wavelet transformation tool till now (or something better) for MT4. But it seems, a nifty FT-distro can be good enough for Forex/Stock. Nice.

 
krelian99:

I like the book :) "...a fool with a tool is still a fool." (p. 7)

I also try to predict the market on most likely PA probabilities, e.g. for risk/reward calculations. But this is only in price domain. Often the price goes further (then you can stay in the market), even when R/R is 1:5 or 1:7 and sometimes I'm amazed how quick the goal is reached by a big impuls wave. Combining prediction in price and time domain would be really great. But I wasn't a friend of FT at all - too cumbersome with datas which are dynamic in frequency and time damain. I couldn't find a good wavelet transformation tool till now (or something better) for MT4. But it seems, a nifty FT-distro can be good enough for Forex/Stock. Nice.

If it is based on Fourier analysis (any kind of it) then it should be treated like that : as an estimation not as a signal
 
KumoBreake:

unfortunately it's hard to back test geortzel browser for this period to see if we can come up with same cycles or not so i used autocorrelation periodogram by john ehler (which already posted in john ehler's section) .

indi shows 13 and 22 as dominant cycles in this period (pretty close to what we expect) except the parts between vertical line . those areas showing correlation between much longer periods than what we expected from studies but  if u look closely u will see those are the corrections ! so if one uses longer periods as setting of VEMA for those times that autocorrelation periodogram showes longer dominant cycles then probably would not get false signals . it's my proposal for trading correctios , either stay out of market in these times or use longer periods

 the purple rectangle is a special case , it an impulse but indi is showing longer periods as setting which i translate as correction earlier .i dont think u would lost that trade if u use slower setting but that debatable . main purpose of this post was to show that cycle based indicators like this one are in line with earlier document and finding about influence of opening/closing market sessions on cycles .

i actually believe writing and EA based on this idea is profitable and 100% sure if one take his time with this cycles and study them, to add to his own trading methodology would outperform HOLY GRAIL !!

p.s: another idea is use half of dominant cycles to tune indicators which will result in following every single move (correction&impulse) if applied to fast indicators like CCI or supersmoother ,... which i dont like for personal reasons (heavy trading is not suitable for me)

sorry, what here indicator?
Reason: